ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 11-Sep-2009
Day Change Summary
Previous Current
10-Sep-2009 11-Sep-2009 Change Change % Previous Week
Open 118-110 118-310 0-200 0.5% 118-135
High 119-115 119-280 0-165 0.4% 119-280
Low 118-095 118-240 0-145 0.4% 118-015
Close 119-090 119-115 0-025 0.1% 119-115
Range 1-020 1-040 0-020 5.9% 1-265
ATR 0-262 0-269 0-007 2.7% 0-000
Volume 18,236 13,813 -4,423 -24.3% 105,196
Daily Pivots for day following 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 122-225 122-050 119-313
R3 121-185 121-010 119-214
R2 120-145 120-145 119-181
R1 119-290 119-290 119-148 120-058
PP 119-105 119-105 119-105 119-149
S1 118-250 118-250 119-082 119-018
S2 118-065 118-065 119-049
S3 117-025 117-210 119-016
S4 115-305 116-170 118-237
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 124-185 123-255 120-117
R3 122-240 121-310 119-276
R2 120-295 120-295 119-222
R1 120-045 120-045 119-169 120-170
PP 119-030 119-030 119-030 119-092
S1 118-100 118-100 119-061 118-225
S2 117-085 117-085 119-008
S3 115-140 116-155 118-274
S4 113-195 114-210 118-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-280 118-015 1-265 1.5% 0-252 0.7% 72% True False 30,016
10 119-280 117-140 2-140 2.0% 0-238 0.6% 79% True False 263,644
20 119-280 116-250 3-030 2.6% 0-248 0.6% 83% True False 540,878
40 119-280 114-210 5-070 4.4% 0-298 0.8% 90% True False 652,314
60 119-280 113-190 6-090 5.3% 0-298 0.8% 92% True False 682,263
80 119-280 112-255 7-025 5.9% 0-312 0.8% 93% True False 665,706
100 121-030 112-255 8-095 7.0% 0-292 0.8% 79% False False 533,432
120 123-190 112-255 10-255 9.0% 0-254 0.7% 61% False False 444,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 124-210
2.618 122-262
1.618 121-222
1.000 121-000
0.618 120-182
HIGH 119-280
0.618 119-142
0.500 119-100
0.382 119-058
LOW 118-240
0.618 118-018
1.000 117-200
1.618 116-298
2.618 115-258
4.250 113-310
Fisher Pivots for day following 11-Sep-2009
Pivot 1 day 3 day
R1 119-110 119-072
PP 119-105 119-030
S1 119-100 118-308

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These figures are updated between 7pm and 10pm EST after a trading day.

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